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	param	t-stat
$ω$	3.5537	7.31
$α$	0.1401	43.95
$β$	0.9928	1,026.73
$ν$	7.2463	8.12

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S&P Composite 1500 Mortgage REITs Industry Index GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 16th, 2025:18.93% (-0.04%)

Date Range:

Parameter Estimates

Other S&P Composite 1500 Mortgage REITs Industry Index Analyses